+339.1%
ACWI vs BR
+1,474.5%
-1,135.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +5.0% | -5.2% | -2.5% |
| 30D | -3.3% | +16.6% | -19.9% | -10.4% |
| 3M | -3.4% | +12.0% | -15.4% | -9.1% |
| 6M | +0.8% | +30.7% | -29.9% | -13.0% |
| YTD | +10.7% | -11.9% | +22.6% | +14.9% |
| 1Y | +11.6% | -11.6% | +23.2% | +15.5% |
| 3Y | +73.4% | +15.0% | +58.4% | +53.9% |
| 5Y | +60.2% | +18.1% | +42.1% | +37.5% |
| 10Y | +221.6% | +278.6% | -57.1% | +39.9% |
| All | +339.1% | +1,474.5% | -1,135.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling